But remember you're looking mostly at the results of
optimization which are by definition supposed to be as good as
possible. Per the data page the system started this July so there
have only been 3 months of "real" trading. That said all the months
have been positive. MultiCharts reports I ran from July 1 show 102
trades with 41% winners however the avg win/loss ratio is 1.6 and
there is an overall gain of about 9.5% which is not bad IMO with
the chop we've been in. Here is an
equity
curveof the period which is effectively a zoom in of the BPT
curve (but with $20K position size). Someday I hope the BPT
curves will indicate on the chart where live trading starts (all
the parameters are fixed at that point).
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But remember you're looking mostly
FAS 7 EOD
Posted by bkout3 on 15th of Sep 2010 at 10:18 am
But remember you're looking mostly at the results of optimization which are by definition supposed to be as good as possible. Per the data page the system started this July so there have only been 3 months of "real" trading. That said all the months have been positive. MultiCharts reports I ran from July 1 show 102 trades with 41% winners however the avg win/loss ratio is 1.6 and there is an overall gain of about 9.5% which is not bad IMO with the chop we've been in. Here is an equity curveof the period which is effectively a zoom in of the BPT curve (but with $20K position size). Someday I hope the BPT curves will indicate on the chart where live trading starts (all the parameters are fixed at that point).